STRATEGY VWAP MOMENTUM

20251014 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 17

Periodo: 2025-10-14 02:13:00 - 2025-10-14 22:59:00

Exposure Days: 1

Trades per Day: 17.00

Avg Duration: 67.65 min

Median Duration: 57.00 min

PERFORMANCE

Total Profit: $7,480.00

Avg Profit: $440.00

Median Profit: $-355.00

Std Profit: $1,824.77

Profit Factor: 1.75

WIN/LOSS

Win Rate: 43.8%

Winners / Losers: 7 / 9 (Ratio: 1:2)

Gross Profit: $17,500.00

Gross Loss: $-10,020.00

Avg Winner: $2,500.00

Avg Loser: $-1,002.00

Avg Winner / Avg Loser: (Ratio: 1:2.50)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,500.00

Sharpe Ratio: 0.24

Sortino Ratio: 0.79

Ulcer Index: 36.78

EXIT REASONS

TARGET exits: 7 (41.2%)

STOP exits: 5 (29.4%)

EOD exits: 1 (5.9%)

LONG ENTRIES (BUY)

Total LONG: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $2,490.00

Avg P&L: $311.25

SHORT ENTRIES (SELL)

Total SHORT: 9

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,990.00

Avg P&L: $554.44

CUMULATIVE P&L